CSAIX
Credit Suisse Managed Futures Strategy-I
$9.50
0.00 (0.00%)
Currency in USD / Last Updated: 7/9/2024
| Category | Trend Following |
|---|---|
| Market Cap | 207.526M |
| 52 Week High | 9.72 |
| 52 Week Low | 9.013 |
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Key Data
| Symbol | CSAIX |
|---|---|
| Type | Mutual Fund |
| Category | Trend Following |
| Price | 9.5 |
| Price Yesterday | 9.5 |
| Market Cap | 207.53 |
| YTD Return | 2.37% |
Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0 |
| Front Load | 0 |
| Initial Purchase Amount | 250000 |
| Redeption Fee | 0 |
| Prospectus | 0.0133 |
Overview
| 52 Week High | 9.72 |
|---|---|
| 52 Week Low | 9.01 |
| Market Cap | 207.53M |
| Shares Outstanding | 21.84M |
| Income Dividend Yield | 0.50% |
| Long Term Dividend Yield | 0.00% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 0.50% |
Returns Annualized
| One Day | 0.00% |
|---|---|
| Five Days | 70.55% |
| One Months | 12.76% |
| Three Months | 6.23% |
| Six Months | 8.42% |
| Nine Months | 1.42% |
| One Year | -1.76% |
| Three Years | 4.91% |
| Five Years | 4.22% |
| Ten Years | 3.99% |
| YTD | 4.65% |
| Since Inception | 3.69% |
Returns Total
| One Day | 0.00% |
|---|---|
| Five Days | 1.06% |
| One Month | 0.96% |
| Three Months | 1.50% |
| Six Months | 4.05% |
| Nine Months | 1.05% |
| One Year | -1.76% |
| Three Years | 15.38% |
| Five Years | 22.90% |
| Ten Years | 47.77% |
| YTD | 2.37% |
| Since Inception | 52.93% |
Yearly Returns
| 2024 | 2.37% |
|---|---|
| 2023 | -6.16% |
| 2022 | 21.38% |
| 2021 | 7.48% |
| 2020 | 1.87% |
| 2019 | -4.39% |
| 2018 | -4.02% |
| 2017 | -1.47% |
| 2016 | 3.77% |
| 2015 | 3.31% |
Risk against SP-DA
| Alpha | -3.63% |
|---|---|
| Beta | -0.15 |
| Correlation | -21.58% |
| Downside Deviation | 2.16% |
| Coefficient of determination | 4.66% |
| Standard Deviation | 2.24% |
| Sharpe Ratio | -3.92 |
| Sortino | -14.13 |
| Treynor | 47.47 |
| Ulcer Index | 3.81 |
| Ulcer Performance Index | -7.99 |